Share price$6.42
1D+2.7%
Sold putSold callAH
PennantPark Floating Rate Capital Ltd. PFLT
i
Market datapartial · fetched 2026-10-22T23:57:30.781Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T23:00:00.002111521Z
FundamentalsAlpha Vantage · unavailable
PennantPark Floating Rate Capital Ltd. options
PutsExpensive4.10×
CallsExpensive6.13×
SkewBullish-100.98 pp
Implied move——
TiltBearish90.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.08 | 260.8% | 156.9% | |||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | 9.34 | 143.5% | 4.4% | |||
| 80Δ | 11.23 | 176.1% | 3.8% | |||
20Δ
- Pseudo strike
- 16.08
- IV
- 260.8%
- B/E move
- 156.9%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 9.34
- IV
- 143.5%
- B/E move
- 4.4%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 11.23
- IV
- 176.1%
- B/E move
- 3.8%
Options history
No recorded observations